0.40Open0.70Pre Close7 Volume170 Open Interest5.00Strike Price580.00Turnover129.62%IV6.50%PremiumJul 19, 2024Expiry Date0.54Intrinsic Value100Multiplier6DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.7524Delta0.3281Gamma7.91Leverage Ratio-0.0243Theta0.0006Rho5.95Eff Leverage0.0024Vega